+204.4%
DHR vs IAU
+218.5%
-14.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.9% |
| 7D | -5.0% | -3.4% | -1.6% | -4.6% |
| 30D | -3.3% | -1.1% | -2.2% | -3.2% |
| 3M | +9.4% | +5.8% | +3.6% | +8.7% |
| 6M | +3.2% | -16.9% | +20.1% | +5.4% |
| YTD | -12.0% | +0.1% | -12.2% | -12.5% |
| 1Y | +4.9% | +18.4% | -13.5% | +1.3% |
| 3Y | -7.4% | +123.6% | -130.9% | -21.1% |
| 5Y | -29.8% | +138.7% | -168.5% | -41.5% |
| All | +204.4% | +218.5% | -14.1% | +155.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IAU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling